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MER.L vs. URTH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MER.L vs. URTH - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Mears Group plc (MER.L) and iShares MSCI World ETF (URTH). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

MER.L is traded in GBp, while URTH is traded in USD. To make them comparable, the URTH values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, MER.L achieves a 9.92% return, which is significantly higher than URTH's 8.95% return. Over the past 10 years, MER.L has underperformed URTH with an annualized return of 3.51%, while URTH has yielded a comparatively higher 13.85% annualized return.


MER.L

1D
-0.25%
1M
-2.72%
YTD
9.92%
6M
10.85%
1Y
0.49%
3Y*
21.21%
5Y*
20.45%
10Y*
3.51%

URTH

1D
-1.96%
1M
1.77%
YTD
8.95%
6M
8.19%
1Y
25.95%
3Y*
17.10%
5Y*
12.73%
10Y*
13.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MER.L vs. URTH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MER.L
Mears Group plc
9.92%3.54%21.32%55.03%15.43%23.92%-47.62%-5.25%-17.43%-7.80%
URTH
iShares MSCI World ETF
8.95%12.71%20.73%17.75%-8.21%23.43%12.38%23.27%-3.14%12.31%

Correlation

The correlation between MER.L and URTH is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.18

Correlation (3Y)
Calculated over the trailing 3-year period

0.12

Correlation (5Y)
Calculated over the trailing 5-year period

0.11

Correlation (10Y)
Calculated over the trailing 10-year period

0.09

Correlation (All Time)
Calculated using the full available price history since Jan 13, 2012

0.08

The correlation between MER.L and URTH shifts across timeframes, from 0.08 (all time) to 0.18 (1 year), reflecting how their relationship changes across market environments.

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Mears Group plc

iShares MSCI World ETF

Return for Risk

MER.L vs. URTH — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MER.L
MER.L Risk / Return Rank: 3939
Overall Rank
MER.L Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
MER.L Sortino Ratio Rank: 3535
Sortino Ratio Rank
MER.L Omega Ratio Rank: 3434
Omega Ratio Rank
MER.L Calmar Ratio Rank: 4343
Calmar Ratio Rank
MER.L Martin Ratio Rank: 4242
Martin Ratio Rank

URTH
URTH Risk / Return Rank: 5959
Overall Rank
URTH Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
URTH Sortino Ratio Rank: 5757
Sortino Ratio Rank
URTH Omega Ratio Rank: 5757
Omega Ratio Rank
URTH Calmar Ratio Rank: 5454
Calmar Ratio Rank
URTH Martin Ratio Rank: 6666
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MER.L vs. URTH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Mears Group plc (MER.L) and iShares MSCI World ETF (URTH). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


MER.LURTHDifference
Sharpe ratioReturn per unit of total volatility

-2.31

Sortino ratioReturn per unit of downside risk

-2.86

Omega ratioGain probability vs. loss probability

1.02

1.43

-0.41

Calmar ratioReturn relative to maximum drawdown

0.02

3.75

-3.73

Martin ratioReturn relative to average drawdown

0.05

15.49

-15.44

MER.L vs. URTH - Sharpe Ratio Comparison

The current MER.L Sharpe Ratio is 0.02, which is lower than the URTH Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of MER.L and URTH, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


MER.LURTHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.02

2.33

-2.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.82

0.89

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.11

0.83

-0.72

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.79

-0.63

Drawdowns

MER.L vs. URTH - Drawdown Comparison

The maximum MER.L drawdown since its inception was -77.86%, which is greater than URTH's maximum drawdown of -27.18%. Use the drawdown chart below to compare losses from any high point for MER.L and URTH.


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Drawdown Indicators


MER.LURTHDifference

Max Drawdown

Largest peak-to-trough decline

-77.86%

-27.18%

-50.68%

Max Drawdown (1Y)

Largest decline over 1 year

-21.15%

-6.95%

-14.20%

Max Drawdown (3Y)

Largest decline over 3 years

-21.88%

-18.55%

-3.33%

Max Drawdown (5Y)

Largest decline over 5 years

-21.88%

-18.55%

-3.33%

Max Drawdown (10Y)

Largest decline over 10 years

-77.86%

-27.18%

-50.68%

Current Drawdown

Current decline from peak

-5.75%

-1.96%

-3.79%

Average Drawdown

Average peak-to-trough decline

-26.78%

-3.33%

-23.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.58%

1.68%

+8.90%

Volatility

MER.L vs. URTH - Volatility Comparison

Mears Group plc (MER.L) has a higher volatility of 6.09% compared to iShares MSCI World ETF (URTH) at 3.25%. This indicates that MER.L's price experiences larger fluctuations and is considered to be riskier than URTH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MER.LURTHDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.09%

3.25%

+2.84%

Volatility (6M)

Calculated over the trailing 6-month period

16.62%

8.37%

+8.25%

Volatility (1Y)

Calculated over the trailing 1-year period

20.26%

11.19%

+9.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.78%

14.43%

+10.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.46%

16.69%

+14.77%

Dividends

MER.L vs. URTH - Dividend Comparison

MER.L's dividend yield for the trailing twelve months is around 4.28%, more than URTH's 1.38% yield.


PositionTTM20252024202320222021202020192018201720162015
MER.L
Mears Group plc
4.28%4.71%3.88%3.53%4.21%1.33%0.00%4.25%3.71%2.89%2.46%2.19%
URTH
iShares MSCI World ETF
1.38%1.48%1.47%1.70%1.68%1.50%1.52%2.16%2.30%1.88%2.15%2.35%

Frequently Asked Questions


MER.L and URTH have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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